+331.5%
CDW vs CHD
+180.1%
+151.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +13.1% | +2.4% | +10.7% | +12.6% |
| 30D | +19.1% | +13.9% | +5.2% | +15.9% |
| 3M | +24.7% | +8.5% | +16.2% | +22.6% |
| 6M | +63.4% | +20.4% | +43.0% | +56.9% |
| YTD | +26.3% | +34.5% | -8.2% | +17.9% |
| 1Y | +20.6% | +33.8% | -13.2% | +12.7% |
| 3Y | -16.3% | +29.1% | -45.4% | -22.3% |
| 5Y | -3.9% | +31.2% | -35.2% | -12.5% |
| 10Y | +331.5% | +193.1% | +138.4% | +232.5% |
| All | +331.5% | +180.1% | +151.4% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling